A delta greek that measures the sensitivity of delta (of an option position) to changes in time. In other words,...

A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...

A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of time. In other words,...

A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...